+14.1%
GEN vs WETO
-99.4%
+113.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +0.9% |
| 7D | -1.3% | -4.3% | +3.0% | -1.3% |
| 30D | +6.1% | -39.9% | +46.0% | +6.8% |
| 3M | +27.0% | -97.9% | +124.9% | +29.9% |
| 6M | +43.9% | -95.0% | +138.9% | +44.6% |
| YTD | +13.0% | -97.2% | +110.1% | +13.3% |
| 1Y | +4.0% | -98.9% | +102.9% | +3.7% |
| All | +14.1% | -99.4% | +113.5% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling